+240.8%
TWLO vs AUR
+84.2%
+156.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -7.8% | -6.4% | -1.4% | -7.2% |
| 3M | +10.0% | +7.7% | +2.3% | +8.0% |
| 6M | +79.5% | +44.5% | +35.0% | +67.7% |
| YTD | +59.8% | +67.4% | -7.6% | +46.0% |
| 1Y | +121.7% | +15.4% | +106.2% | +111.9% |
| 3Y | +240.8% | +94.8% | +146.0% | +134.7% |
| All | +240.8% | +84.2% | +156.6% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling